CME Pit-Traded Corn Future September 2010
Trading Metrics calculated at close of trading on 28-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2010 |
28-May-2010 |
Change |
Change % |
Previous Week |
Open |
382-0 |
380-0 |
-2-0 |
-0.5% |
376-6 |
High |
383-4 |
380-4 |
-3-0 |
-0.8% |
383-4 |
Low |
381-6 |
369-0 |
-12-6 |
-3.3% |
369-0 |
Close |
383-2 |
369-0 |
-14-2 |
-3.7% |
369-0 |
Range |
1-6 |
11-4 |
9-6 |
557.1% |
14-4 |
ATR |
7-1 |
7-5 |
0-4 |
7.2% |
0-0 |
Volume |
27,022 |
28,295 |
1,273 |
4.7% |
128,049 |
|
Daily Pivots for day following 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
407-3 |
399-5 |
375-3 |
|
R3 |
395-7 |
388-1 |
372-1 |
|
R2 |
384-3 |
384-3 |
371-1 |
|
R1 |
376-5 |
376-5 |
370-0 |
374-6 |
PP |
372-7 |
372-7 |
372-7 |
371-7 |
S1 |
365-1 |
365-1 |
368-0 |
363-2 |
S2 |
361-3 |
361-3 |
366-7 |
|
S3 |
349-7 |
353-5 |
365-7 |
|
S4 |
338-3 |
342-1 |
362-5 |
|
|
Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
417-3 |
407-5 |
377-0 |
|
R3 |
402-7 |
393-1 |
373-0 |
|
R2 |
388-3 |
388-3 |
371-5 |
|
R1 |
378-5 |
378-5 |
370-3 |
376-2 |
PP |
373-7 |
373-7 |
373-7 |
372-5 |
S1 |
364-1 |
364-1 |
367-5 |
361-6 |
S2 |
359-3 |
359-3 |
366-3 |
|
S3 |
344-7 |
349-5 |
365-0 |
|
S4 |
330-3 |
335-1 |
361-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
383-4 |
369-0 |
14-4 |
3.9% |
4-6 |
1.3% |
0% |
False |
True |
25,609 |
10 |
383-4 |
362-4 |
21-0 |
5.7% |
5-7 |
1.6% |
31% |
False |
False |
22,277 |
20 |
391-0 |
362-4 |
28-4 |
7.7% |
6-2 |
1.7% |
23% |
False |
False |
24,189 |
40 |
391-0 |
359-6 |
31-2 |
8.5% |
6-0 |
1.6% |
30% |
False |
False |
25,385 |
60 |
405-0 |
359-6 |
45-2 |
12.3% |
5-1 |
1.4% |
20% |
False |
False |
20,567 |
80 |
406-4 |
359-6 |
46-6 |
12.7% |
4-4 |
1.2% |
20% |
False |
False |
16,831 |
100 |
445-0 |
359-6 |
85-2 |
23.1% |
4-3 |
1.2% |
11% |
False |
False |
14,328 |
120 |
445-0 |
359-6 |
85-2 |
23.1% |
4-3 |
1.2% |
11% |
False |
False |
12,298 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
429-3 |
2.618 |
410-5 |
1.618 |
399-1 |
1.000 |
392-0 |
0.618 |
387-5 |
HIGH |
380-4 |
0.618 |
376-1 |
0.500 |
374-6 |
0.382 |
373-3 |
LOW |
369-0 |
0.618 |
361-7 |
1.000 |
357-4 |
1.618 |
350-3 |
2.618 |
338-7 |
4.250 |
320-1 |
|
|
Fisher Pivots for day following 28-May-2010 |
Pivot |
1 day |
3 day |
R1 |
374-6 |
376-2 |
PP |
372-7 |
373-7 |
S1 |
370-7 |
371-3 |
|